+44.0%
XLP vs ARWR
-34.9%
+78.9%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.1% | +1.4% |
| 7D | +2.5% | -17.8% | +20.4% | +3.2% |
| 30D | +7.3% | -18.1% | +25.5% | +8.1% |
| 3M | +8.1% | -44.2% | +52.3% | +10.4% |
| 6M | +10.5% | -38.6% | +49.1% | +12.2% |
| YTD | +21.2% | -28.0% | +49.2% | +21.9% |
| 1Y | +22.7% | +16.1% | +6.6% | +20.5% |
| 3Y | +44.8% | +84.0% | -39.2% | +35.2% |
| All | +44.0% | -34.9% | +78.9% | +34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ARWR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling